+220.9%
XLE vs COIN
-54.0%
+274.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.3% |
| 7D | +1.7% | -5.1% | +6.8% | +1.9% |
| 30D | +6.7% | +17.6% | -10.9% | +5.9% |
| 3M | +14.9% | +9.2% | +5.6% | +14.1% |
| 6M | +15.9% | -11.8% | +27.7% | +15.9% |
| YTD | +47.7% | -22.5% | +70.2% | +48.1% |
| 1Y | +50.7% | -45.9% | +96.6% | +53.5% |
| 3Y | +57.9% | +117.4% | -59.5% | +46.3% |
| 5Y | +227.0% | -29.4% | +256.4% | +205.6% |
| All | +220.9% | -54.0% | +274.9% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COIN.
Daily Out/Under-Performance
Portfolio return minus COIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COIN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COIN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling